Diagnostic Plots for Robust Regression

/****************************************************************/
/*          S A S   S A M P L E   L I B R A R Y                 */
/*                                                              */
/*    NAME: ROBUST6                                             */
/*   TITLE: Diagnostic Plots for Robust Regression              */
/* PRODUCT: IML                                                 */
/*    DATA:                                                     */
/*                                                              */
/* SUPPORT: Rick Wicklin                UPDATE: SEP 2013        */
/*     REF:                                                     */
/*    MISC:                                                     */
/*                                                              */
/****************************************************************/


%include sampsrc(robustmc);   /* define graphing modules */
proc iml;
load module=_all_;            /* load graphing modules */

   /* Obs X1  X2  X3   Y  Stack Loss data */
SL = { 1  80  27  89  42,
       2  80  27  88  37,
       3  75  25  90  37,
       4  62  24  87  28,
       5  62  22  87  18,
       6  62  23  87  18,
       7  62  24  93  19,
       8  62  24  93  20,
       9  58  23  87  15,
      10  58  18  80  14,
      11  58  18  89  14,
      12  58  17  88  13,
      13  58  18  82  11,
      14  58  19  93  12,
      15  50  18  89   8,
      16  50  18  86   7,
      17  50  19  72   8,
      18  50  19  79   8,
      19  50  20  80   9,
      20  56  20  82  15,
      21  70  20  91  15 };
x = SL[, 2:4]; y = SL[, 5];

LMSOpt = j(9,1,.);
MCDOpt = j(5,1,.);
MCDOpt[5]= -1;             /* nrep: all subsets */

run RDPlot("LMS", LMSOpt, MCDOpt, y, x);